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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
United States
Estimation theory
118
Schätztheorie
118
Theorie
102
Theory
102
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
USA
21
Regression analysis
20
Regressionsanalyse
20
Time series analysis
19
Zeitreihenanalyse
19
Estimation
17
Schätzung
17
Stochastic process
12
Stochastischer Prozess
12
Capital income
11
Deutschland
11
Germany
11
Kapitaleinkommen
11
Börsenkurs
10
Share price
10
Statistical test
8
Statistischer Test
8
Statistical distribution
7
Statistische Verteilung
7
Volatility
7
CAPM
6
Markov chain
6
Markov-Kette
6
Yield curve
6
Zinsstruktur
6
Portfolio selection
5
Portfolio-Management
5
Lag model
4
Lag-Modell
4
Risiko
4
Risk
4
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Article
16
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16
Aufsatz in Zeitschrift
16
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10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
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English
27
Author
All
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Yang, Lijian
3
Bradley, Michael G.
1
Breitung, Jörg
1
Candelon, Bertrand
1
Chan, Louis K. C.
1
Connolly, Robert A.
1
Dankenbring, Henning
1
Donaldson, R. Glen
1
Flesaker, Bjorn
1
Grammig, Joachim
1
Harris, Lawrence E.
1
Hentschel, Ludger
1
Herwartz, Helmut
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kamstra, Mark J.
1
Klein, April
1
Kramer, Lisa A.
1
Lakonishok, Josef
1
Lillestøl, Jostein
1
Lumpkin, Stephen A.
1
McQueen, Grant R.
1
Mercurio, Danilo
1
Moersch, Mathias
1
Nautz, Dieter
1
Nielsen, Jens Perch
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Salinger, Michael A.
1
Schneider, Paul
1
Sperlich, Stefan
1
Sögner, Leopold
1
Taylor, William M.
1
Teyssière, Gilles
1
Tjostheim, Dag
1
Tschernig, Rolf
1
Veza, Tanja
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of financial and quantitative analysis : JFQA
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Economics letters
45
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
41
Journal of applied econometrics
35
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
CREATES research paper
25
International journal of forecasting
25
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
21
Econometric theory
21
Journal of banking & finance
21
American journal of agricultural economics
20
NBER working paper series
20
Oxford bulletin of economics and statistics
20
The journal of futures markets
20
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of forecasting
18
Quantitative finance
16
The econometrics journal
16
The journal of finance : the journal of the American Finance Association
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Discussion paper
15
Discussion paper / Centre for Economic Policy Research
15
The review of financial studies
15
Discussion paper series / IZA
14
Finance research letters
14
International journal of theoretical and applied finance
14
NBER Working Paper
14
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
13
Applied economics letters
12
Journal of macroeconomics
12
Working paper
12
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ECONIS (ZBW)
27
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1
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
2
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
3
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
6
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
7
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
8
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
10
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
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